+99.9%
SYF vs ALHC
-61.8%
+161.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.6% |
| 7D | -4.7% | +3.9% | -8.5% | -5.1% |
| 30D | +0.6% | -3.6% | +4.2% | +0.7% |
| 3M | -6.8% | -49.4% | +42.6% | -1.5% |
| 6M | +0.5% | -59.5% | +60.0% | +7.8% |
| YTD | -11.1% | -63.2% | +52.0% | -4.1% |
| 1Y | +1.3% | -55.5% | +56.8% | +7.4% |
| 3Y | +164.6% | +23.0% | +141.6% | +146.5% |
| 5Y | +65.2% | -65.7% | +130.9% | +61.3% |
| All | +99.9% | -61.8% | +161.8% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling